CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 31-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0417 |
1.0329 |
-0.0088 |
-0.8% |
1.0680 |
| High |
1.0420 |
1.0370 |
-0.0050 |
-0.5% |
1.0684 |
| Low |
1.0329 |
1.0311 |
-0.0018 |
-0.2% |
1.0440 |
| Close |
1.0337 |
1.0322 |
-0.0015 |
-0.1% |
1.0447 |
| Range |
0.0091 |
0.0059 |
-0.0032 |
-35.2% |
0.0244 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
124 |
282 |
158 |
127.4% |
313 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0511 |
1.0476 |
1.0354 |
|
| R3 |
1.0452 |
1.0417 |
1.0338 |
|
| R2 |
1.0393 |
1.0393 |
1.0333 |
|
| R1 |
1.0358 |
1.0358 |
1.0327 |
1.0346 |
| PP |
1.0334 |
1.0334 |
1.0334 |
1.0329 |
| S1 |
1.0299 |
1.0299 |
1.0317 |
1.0287 |
| S2 |
1.0275 |
1.0275 |
1.0311 |
|
| S3 |
1.0216 |
1.0240 |
1.0306 |
|
| S4 |
1.0157 |
1.0181 |
1.0290 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1256 |
1.1095 |
1.0581 |
|
| R3 |
1.1012 |
1.0851 |
1.0514 |
|
| R2 |
1.0768 |
1.0768 |
1.0492 |
|
| R1 |
1.0607 |
1.0607 |
1.0469 |
1.0566 |
| PP |
1.0524 |
1.0524 |
1.0524 |
1.0503 |
| S1 |
1.0363 |
1.0363 |
1.0425 |
1.0322 |
| S2 |
1.0280 |
1.0280 |
1.0402 |
|
| S3 |
1.0036 |
1.0119 |
1.0380 |
|
| S4 |
0.9792 |
0.9875 |
1.0313 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0506 |
1.0311 |
0.0195 |
1.9% |
0.0068 |
0.7% |
6% |
False |
True |
126 |
| 10 |
1.0684 |
1.0311 |
0.0373 |
3.6% |
0.0063 |
0.6% |
3% |
False |
True |
85 |
| 20 |
1.0966 |
1.0311 |
0.0655 |
6.3% |
0.0044 |
0.4% |
2% |
False |
True |
50 |
| 40 |
1.1061 |
1.0311 |
0.0750 |
7.3% |
0.0033 |
0.3% |
1% |
False |
True |
31 |
| 60 |
1.1108 |
1.0311 |
0.0797 |
7.7% |
0.0026 |
0.3% |
1% |
False |
True |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0621 |
|
2.618 |
1.0524 |
|
1.618 |
1.0465 |
|
1.000 |
1.0429 |
|
0.618 |
1.0406 |
|
HIGH |
1.0370 |
|
0.618 |
1.0347 |
|
0.500 |
1.0341 |
|
0.382 |
1.0334 |
|
LOW |
1.0311 |
|
0.618 |
1.0275 |
|
1.000 |
1.0252 |
|
1.618 |
1.0216 |
|
2.618 |
1.0157 |
|
4.250 |
1.0060 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0341 |
1.0409 |
| PP |
1.0334 |
1.0380 |
| S1 |
1.0328 |
1.0351 |
|